﻿LognormalDistribution Class

# LognormalDistribution Class

Class LognormalDistribution represents the lognormal probability distribution.
Inheritance Hierarchy
SystemObject
CenterSpace.NMath.CoreProbabilityDistribution
CenterSpace.NMath.CoreLognormalDistribution

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
```[SerializableAttribute]
public class LognormalDistribution : ProbabilityDistribution,
IRandomVariableMoments```

The LognormalDistribution type exposes the following members.

Constructors
NameDescription
LognormalDistribution Default constructor. Constructs a LognormalDistribution distribution whose logarithm have mean 0 and standard deviation 1.
LognormalDistribution(Double, Double) Creates a LognormalDistribution instance whose associated normal distrubution has the specified mean and standard deviation. That is, the logarithm of the distribution will have the specified mean and standard deviation.
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Properties
NameDescription
Kurtosis Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
Mean Gets the mean of the distribution.
Mu Gets and sets the mean of the logarithm of self which, by definition, is normally distributed.
Sigma Gets and sets the standard deviation of the logarithm of self which, by definition, is normally distributed.
Skewness Gets the skewness, a measure of the degree of asymmetry of this distribution.
Variance Gets the variance of the distribution.
Remarks
The variance of the distribution is the standard deviation squared.
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Methods
NameDescription
CDF Returns the cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionCDF(Double))
Clone Creates a deep copy of this LognormalDistribution.
(Overrides ProbabilityDistributionClone)
InverseCDF Returns the inverse cumulative density function evaluated a the given value.
(Overrides ProbabilityDistributionInverseCDF(Double))
InverseCdfUsingBracket Uses a bracketing method to evaluate the inverse of cumulative distribution functions.
(Inherited from ProbabilityDistribution)
InverseDiscreteCdfUsingBracket Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions.
(Inherited from ProbabilityDistribution)
OnDeserialized Constructs a LognormalDistribution instance from serialization information.
PDF Returns the probability density function evaluated at a given value.
(Overrides ProbabilityDistributionPDF(Double))
SetParameters Sets the mean and standard deviation of the logarithm of self (which is normally distributed) to the specified values.
ToString Returns a formatted string representation of this distribution.
(Overrides ProbabilityDistributionToString)
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Remarks
The lognormal distribution is the distribution of a random variable whose logarithm is normally distributed. If Y is a random variable with a normal distribution, then the random variable X = exp(Y) has a lognormal distribution. Likewise if the random variable X has a lognormal distribution then the random variable Y = log(X) is normally distributed. NOTE: When specifying the parameters that describe an instance of LognormalDistribution we do so by specifying the mean and standard deviation of its logarithm which, by definition, is normally distributed.